%% about
% this file generates Table 2: Moments of real variables and asset prices

clc
clear all
load run1a_baseline_sr.mat

%% print model implied values

fprintf('U: mean (%%) & %g\n', 100*stats.U_mean)
fprintf('U: vol (%%) & %g\n', 100*stats.U_std)
fprintf('Output growth: vol (%%) & %g\n', 100*stats.Ygrowth_vol)
fprintf('log C growth: autocorr & %g\n', stats.Cgrowth_AR1)
fprintf('log C growth: vol (%%) & %g\n', 100*stats.Cgrowth_vol)
fprintf('1 year nominal: mean (%%) & %g\n', stats.nom_yld_mean(1))
fprintf('1 year nominal: vol (%%) & %g\n', stats.nom_yld_std(1))
fprintf('vol(Wage bill)/vol(Output) & %g\n', stats.stdwagebill2stdY)
fprintf('Corr(mu3(t,t+12),mu3(t+12,t+T)) & %g\n', mean(stats.cross_sec_cons.corr_mu3_1y_ny))
fprintf('vol(mu3(t,t+12)) & %g\n', stats.cross_sec_cons.std_mu3_1y)
fprintf('Tightness: mean & %g\n', stats.tightness_mean)
fprintf('Tightess: vol & %g\n', stats.tightness_std)
fprintf('Corr(U,V) & %g\n', stats.corr_U_V)
fprintf('Equity excess ret: mean (%%) & %g\n', stats.stock_ret_1mo.risk_prem_unlevered*3*12*100) % applies leverage factor of 3
fprintf('1 year nominal: vol (%%) & %g\n', stats.stock_ret_1mo.stock_exret_vol_unlevered*3*sqrt(12)*100) % applies leverage factor of 3
fprintf('D/P ratio: mean & %g\n', stats.stock_ret_1mo.DPratio_mean*12)
fprintf('D/P ratio: vol & %g\n', stats.stock_ret_1mo.DPratio_std*12*3) % applies leverage factor of 3